CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 10-Aug-2023
Day Change Summary
Previous Current
09-Aug-2023 10-Aug-2023 Change Change % Previous Week
Open 0.7477 0.7481 0.0005 0.1% 0.7626
High 0.7477 0.7481 0.0005 0.1% 0.7626
Low 0.7477 0.7475 -0.0002 0.0% 0.7498
Close 0.7477 0.7475 -0.0002 0.0% 0.7494
Range 0.0000 0.0006 0.0006 0.0128
ATR 0.0026 0.0025 -0.0001 -5.5% 0.0000
Volume 0 5 5 3
Daily Pivots for day following 10-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7495 0.7491 0.7478
R3 0.7489 0.7485 0.7477
R2 0.7483 0.7483 0.7476
R1 0.7479 0.7479 0.7476 0.7478
PP 0.7477 0.7477 0.7477 0.7477
S1 0.7473 0.7473 0.7474 0.7472
S2 0.7471 0.7471 0.7474
S3 0.7465 0.7467 0.7473
S4 0.7459 0.7461 0.7472
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7923 0.7837 0.7564
R3 0.7795 0.7709 0.7529
R2 0.7667 0.7667 0.7517
R1 0.7581 0.7581 0.7506 0.7560
PP 0.7539 0.7539 0.7539 0.7529
S1 0.7453 0.7453 0.7482 0.7432
S2 0.7411 0.7411 0.7471
S3 0.7283 0.7325 0.7459
S4 0.7155 0.7197 0.7424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7503 0.7435 0.0068 0.9% 0.0008 0.1% 59% False False 4
10 0.7626 0.7435 0.0191 2.5% 0.0012 0.2% 21% False False 5
20 0.7626 0.7435 0.0191 2.5% 0.0013 0.2% 21% False False 8
40 0.7656 0.7435 0.0221 2.9% 0.0011 0.1% 18% False False 10
60 0.7656 0.7369 0.0287 3.8% 0.0010 0.1% 37% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7507
2.618 0.7497
1.618 0.7491
1.000 0.7487
0.618 0.7485
HIGH 0.7481
0.618 0.7479
0.500 0.7478
0.382 0.7477
LOW 0.7475
0.618 0.7471
1.000 0.7469
1.618 0.7465
2.618 0.7459
4.250 0.7450
Fisher Pivots for day following 10-Aug-2023
Pivot 1 day 3 day
R1 0.7478 0.7469
PP 0.7477 0.7464
S1 0.7476 0.7458

These figures are updated between 7pm and 10pm EST after a trading day.

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